If you have a returnless system you are better off not trying to switch to a return style. The return style was what was used until late in the 99 model year.
As far as how to change the returnless style, follow the link below. There is some new information since this excellent how to was written. The factory supplied pump is now different. It is the same as is used in factory recall. It mounts differently into the tank in that it is suspended from the top instead of locking into the bottom. To do the install, the locking tabs must be cut and removed from the bottom of the tank. Some have reported that the new pump has problems and either isn't strong enough for the SVT or Ford had some quality issues with it. A cure that someone here came up with was to modify the original pump module by installing the Focus SVT pump (which is available seperately). It seems to be a worthy upgrade as well as easier than cutting the tabs out of the tank.
The biggest problem with the returnless system as originally built was that the disc shapped pre filter screen in the bottom of the fuel pump module was too fine and plugged too easily. The cure for this is to remove the screen and throw it away. It isn't needed as there is a conventional sock filter further inside the module. Look at the very last photo in the how to link.
http://www.contour.org/mods/mods.php?s=howto&displayid=39